per-stock model-accuracy decomposition

3195.T

computed asof 2026-08-07T09:15:52

read this first — not a buy signal

Model predictability decomposition: measures how accurately the ml-factor-lgbm-9f-jp-growth model family predicts this stock's returns within the jp-listed universe. High hit_rate_long does NOT mean 'good stock to buy' -- it means 'the model historically predicted this stock well when selecting it LONG'. This is a property of model-stock fit, not intrinsic stock quality.

Decomposes ml-factor-lgbm-9f-jp-growth. Standalone walk-forward run of the same LightGBM 9-factor family on the jp-listed universe (~4,100 tickers); the referenced record's verdict applies to the jp-growth universe only.

Accuracy (median across grid)

metric	median	p25 – p75	n
Hit rate · LONG	0.1991	0.1504 – 0.2386	12
Hit rate · SHORT	0.5748	0.4930 – 0.5855	12
Avg return · LONG (bps)	-199.8	-264.0 – -165.4	12
Avg return · SHORT (bps)	187.0	18.7 – 237.4	12
Selection rate · LONG	0.0150	0.0142 – 0.0174	12
Selection rate · SHORT	0.0256	0.0227 – 0.0361	12

Hit rate ≈ 0.5 means the model's picks on this stock were near coin-flip. Returns in bps per trade (1 bps = 0.01%).

PnL contribution

long

-70.0

short

93.2

total

23.2

appearances 225792 · LONG 3637 · SHORT 6417

Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.